ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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parser.cpp File Reference
#include "itch/parser.hpp"
#include <array>
#include <cstddef>
#include <cstdint>
#include <cstring>
#include <set>
#include <stdexcept>
#include <utility>
#include <vector>
#include "itch/detail/wire.hpp"
+ Include dependency graph for parser.cpp:

Go to the source code of this file.

Namespaces

namespace  itch
 
namespace  itch::utils
 

Typedefs

using itch::RPIMsg = RetailPriceImprovementIndicatorMessage
 

Functions

auto itch::unpack_message (SystemEventMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (StockDirectoryMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (StockTradingActionMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (RegSHOMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (MarketParticipantPositionMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (MWCBDeclineLevelMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (MWCBStatusMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (IPOQuotingPeriodUpdateMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (LULDAuctionCollarMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (OperationalHaltMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (AddOrderMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (AddOrderMPIDAttributionMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (OrderExecutedMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (OrderExecutedWithPriceMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (OrderCancelMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (OrderDeleteMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (OrderReplaceMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (NonCrossTradeMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (CrossTradeMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (BrokenTradeMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (NOIIMessage &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (RPIMsg &msg, const char *buffer, size_t &offset) -> void
 
auto itch::unpack_message (DLCRMessage &msg, const char *buffer, size_t &offset) -> void
 
static auto itch::read_stream_into_buffer (std::istream &data) -> std::vector< char >
 

Variables

constexpr size_t itch::average_message_size = 20
 

Variable Documentation

◆ wire_size

std::uint16_t wire_size {0}

Expected on-wire frame size (0 == unknown type).

Definition at line 253 of file parser.cpp.

◆ decode

Message(* decode) (const char *) ( const char *  )
inline

Definition at line 254 of file parser.cpp.